sgolayfilt {sgolay}

Apply a Savitzky-Golay smoothing filter

Description

Smooth data or compute its derivatives with a Savitzky-Golay smoothing filter.

Usage

sgolayfilt(
  x,
  p = 3,
  n = p + 3 - p%%2,
  m = 0,
  ts = 1,
  rowwise = FALSE,
  engine = c("auto", "fft", "filter")
)

Arguments

x

A numeric matrix or vector

p

filter order.

n

filter length (must be odd).

m

return the m-th derivative of the filter coefficients.

ts

time scaling factor.

rowwise

If TRUE, Apply the filter by rows instead of by columns

engine

How is the filter applied. This parameter impacts the performance, but not the results. "auto" will select automatically an efficient engine. "fft" uses a Fast Fourier Transform to apply the filter. "filter" uses a convolution in the direct space. "fft" is more efficient on larger filter lengths.

Value

A matrix or vector of the same dimensions or length as x, with the result of the filter

Examples

x <- runif(300)
y <- sgolayfilt(x, p=2, n = 21)